#earnings #closing EA AMD SHOP
SHOP Bought SHOP Iron condor for 1.65, sold Monday for 2.15
AMD Bought strangle for .75, sold yesterday for 1.34
EA Bought strangle for 1.50, sold yesterday for 2.72
HLF is still open
#Airport trading
Tag Archives: Earnings
FB dub cal
#Earnings Bought to open $FB Nov01/Nov08 187.5 #DoubleCalendar for 1.00.
WDC earnings analysis
#Earnings $WDC reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 31, 2019 AC +3.00%
April 29, 2019 AC +1.28%
Jan. 24, 2019 AC +7.52% Biggest UP
Oct. 25, 2018 AC -18.18% Biggest DOWN
July 26, 2018 AC -7.73%
April 26, 2018 AC -7.99%
Jan. 25, 2018 AC +1.82%
Oct. 26, 2017 AC -2.53%
July 27, 2017 AC -7.54%
April 27, 2017 AC +3.92%
Jan. 25, 2017 AC -1.93%
Oct. 26, 2016 AC +5.41%
Avg (+ or -) 5.74%
Bias -1.91%, negative bias on earnings.
With stock at 62.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 58.27 to 66.73
Based on AVERAGE one-day move over last 12 quarters: 58.91 to 66.09
Based on MAXIMUM one-day move over last 12 Q’s (18.2%): 51.14 to 73.86
Based on UP max only (+7.5%): 67.20
Open to requests for other symbols.
HLF closed
#Earnings Sold to close $HLF Nov01/Nov08 40.5 #DoubleCalendar for .22. Bought yesterday for .38. It’s running higher with no intention of stopping…. grabbed what’s available before it gets to zero.
FB earnings analysis
#Earnings $FB reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 24, 2019 AC -1.93%
April 24, 2019 AC +5.84%
Jan. 30, 2019 AC +10.81% Biggest UP
Oct. 30, 2018 AC +3.80%
July 25, 2018 AC -18.96% Biggest DOWN
April 25, 2018 AC +9.06%
Jan. 31, 2018 AC +3.31%
Nov. 1, 2017 AC -2.04%
July 26, 2017 AC +2.91%
May 3, 2017 AC -0.62%
Feb. 1, 2017 AC -1.79%
Nov. 2, 2016 AC -5.63%
Avg (+ or -) 5.56%
Bias 0.40%, small positive bias on earnings.
With stock at 188.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 175.88 to 200.12
Based on AVERAGE one-day move over last 12 quarters: 177.55 to 198.45
Based on MAXIMUM one-day move over last 12 Q’s (19.0%): 152.36 to 223.64
Based on UP max only (+10.8%): 208.32
Open to requests for other symbols.
AAPL earnings analysis
#Earnings $AAPL reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 30, 2019 AC +2.04%
April 30, 2019 AC +4.90%
Jan. 29, 2019 AC +6.83% Biggest UP
Nov. 1, 2018 AC -6.63% Biggest DOWN
July 31, 2018 AC +5.89%
May 1, 2018 AC +4.41%
Feb. 1, 2018 AC -4.33%
Nov. 2, 2017 AC +2.61%
Aug. 1, 2017 AC +4.72%
May 2, 2017 AC -0.30%
Jan. 31, 2017 AC +6.09%
Oct. 25, 2016 AC -2.24%
Avg (+ or -) 4.25%
Bias 2.00%, positive bias on earnings.
With stock at 242.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 231.15 to 253.85
Based on AVERAGE one-day move over last 12 quarters: 232.20 to 252.80
Based on MAXIMUM one-day move over last 12 Q’s (6.8%): 225.94 to 259.06
Based on DOWN max only (-6.6%): 226.42
Open to requests for other symbols.
#earnings EA Sold Dec. 20…
#earnings EA HLF AMD
Sold Dec. 20 85/105 strangle for 2.72, waiting on a fill for #doublecalendar
HLF sold Dec. 20 40 straddle for 5.13
AMD sold Dec. 20 28/39 strangle for 1.34
Thanks for the data Jeff
HLF earnings analysis and trade
#Earnings $HLF reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 1, 2019 AC -6.77% Biggest DOWN
May 2, 2019 AC -4.51%
Feb. 19, 2019 AC -2.01%
Oct. 30, 2018 AC -2.61%
Aug. 1, 2018 AC +13.03% Biggest UP
May 3, 2018 AC +4.47%
Feb. 22, 2018 AC +3.00%
Nov. 2, 2017 AC -2.92%
Aug. 1, 2017 AC -1.95%
May 4, 2017 AC +11.57%
Feb. 23, 2017 AC -4.51%
Nov. 1, 2016 AC -6.19%
Avg (+ or -) 5.30%
Bias 0.05%, no significant bias on earnings.
With stock at 40.40 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 36.92 to 43.88
Based on AVERAGE one-day move over last 12 quarters: 38.26 to 42.54
Based on MAXIMUM one-day move over last 12 Q’s (13.0%): 35.14 to 45.66
Based on DOWN max only (-6.8%): 37.66
Open to requests for other symbols.
EA earnings analysis and trade
#Earnings $EA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 30, 2019 AC +4.43%
May 7, 2019 AC +1.24%
Feb. 5, 2019 AC -13.30% Biggest DOWN
Oct. 30, 2018 AC -4.05%
July 26, 2018 AC -5.70%
May 8, 2018 AC +5.74%
Jan. 30, 2018 AC +6.95%
Oct. 31, 2017 AC -4.28%
July 27, 2017 AC +0.55%
May 9, 2017 AC +12.65% Biggest UP
Jan. 31, 2017 AC -0.51%
Nov. 1, 2016 AC +1.64%
Avg (+ or -) 5.09%
Bias 0.45%, positive bias on earnings.
With stock at 95.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 88.42 to 101.58
Based on AVERAGE one-day move over last 12 quarters: 90.17 to 99.83
Based on MAXIMUM one-day move over last 12 Q’s (13.3%): 82.37 to 107.64
Based on UP max only (+12.7%): 107.02
Open to requests for other symbols.
#earnings #closing GOOG Sold Nov….
AMD earnings analysis
#Earnings $AMD reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 30, 2019 AC -10.09%
April 30, 2019 AC -2.96%
Jan. 29, 2019 AC +19.94% Biggest UP
Oct. 24, 2018 AC -15.44%
July 25, 2018 AC +14.33%
April 25, 2018 AC +13.69%
Jan. 30, 2018 AC +6.75%
Oct. 24, 2017 AC -13.47%
July 25, 2017 AC +4.60%
May 1, 2017 AC -24.22% Biggest DOWN
Jan. 31, 2017 AC +16.29%
Oct. 20, 2016 AC -6.32%
Avg (+ or -) 12.34%
Bias 0.26%, no significant bias on earnings.
With stock at 33.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 29.76 to 36.24
Based on AVERAGE one-day move over last 12 quarters: 28.93 to 37.07
Based on MAXIMUM one-day move over last 12 Q’s (24.2%): 25.01 to 40.99
Based on UP max only (+19.9%): 39.58
Open to requests for other symbols.
#earnings GOOG #tastytradefollow Bought Nov….
#earnings GOOG SHOP
#tastytradefollow
GOOG Bought Nov. 1 put spread 1295/1297.50 for 1.25
GOOG Bought Nov. 1 call butterfly 1352.50/1357.50/1357.50/1362.50 for .17
SHOP Sold Dec. 20 250/260/405/415 #ironcondor for 2.15
SHOP
#CoveredCalls #Earnings – SHOP reports in the morning. I’m gonna try something different here just for fun. Sitting about breakeven on my stock/covered call and since these are fairly easy to roll in these expensive stocks I’m rolling the call down to the bottom of the expected move for max downside protection.
Stock rallies I’ll try to roll up and out. Stock tanks make some decent money with nice basis reduction…
Rolled SHOP NOV 01 2019 302.5 Call to NOV 01 2019 292.5 Call @ 7.50 credit (24.05 total premium now)
Call now sitting just below my new basis of 296.65.
BYND earnings analysis
#Earnings $BYND reports tomorrow morning. Below are details on earnings one-day moves over its entire history, only 2 quarters.
July 29, 2019 AC -12.32%
June 6, 2019 AC +39.34%
Avg (+ or -) 25.83%
Bias 13.51%, positive bias on earnings.
With stock at 101.75 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 84.00 to 119.50
Based on AVERAGE one-day move over last 2 quarters: 75.47 to 128.03
Based on MAXIMUM one-day move over last 12 Q’s (39.3%): 61.72 to 141.78
Based on DOWN max only (-12.3%): 89.21
Open to requests for other symbols.
GOOGL earnings analysis
#Earnings $GOOGL reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
July 25, 2019 AC +9.62% Biggest UP
April 29, 2019 AC -7.50% Biggest DOWN
Feb. 4, 2019 AC +0.91%
Oct. 25, 2018 AC -1.79%
July 23, 2018 AC +3.89%
April 23, 2018 AC -4.76%
Feb. 1, 2018 AC -5.28%
Oct. 26, 2017 AC +4.26%
July 24, 2017 AC -2.93%
April 27, 2017 AC +3.71%
Jan. 26, 2017 AC -1.39%
Oct. 27, 2016 AC +0.27%
Avg (+ or -) 3.86%
Bias -0.08%, no significant bias on earnings.
With stock at 1,295.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1,234.29 to 1,355.71
Based on AVERAGE one-day move over last 12 quarters: 1,245.02 to 1,344.98
Based on MAXIMUM one-day move over last 12 Q’s (9.6%): 1,170.42 to 1,419.58
Based on DOWN max only (-7.5%): 1,197.88
Open to requests for other symbols.
#assignment #earnings TWTR Following a…
#assignment #earnings TWTR
Following a trade that goes against what I am comfortable doing, sold an earnings weekly straddle along with a Dec. strangle, I was assigned at 38, no premium in rolling. I sold a Nov. 1, 31 covered call, cost basis is now 34.25 with stock at 30.
AMZN closed
#Earnings . BTC $AMZN #IronButterfly for for 21.46. Sold yesterday for 27.00. Nice when these work.
BUD DUD
#Earnings . Sold to close $BUD Oct25/Nov01 92 put calendar for .01. #DoubleCalendar bought yesterday for .58. Leaving the call side to expire/lottery ticket.
Also, sold to close $SKX Oct 25th 37.5 #LongStraddle for .39. Bought for 4.39 on Tuesday. That was a bad one. Shitty week for earnings trade on my end.
SPOT earnings analysis
#Earnings $SPOT reports Monday morning. Below are details on earnings one-day moves over its entire history (6 quarters).
July 31, 2019 BO -0.16%
April 29, 2019 BO -0.07%
Feb. 6, 2019 BO -2.83%
Nov. 1, 2018 BO -5.69% Biggest DOWN
July 26, 2018 BO +4.40% Biggest UP
May 2, 2018 AC -5.65%
Avg (+ or -) 3.13%
Bias -1.67%, negative bias on earnings.
With stock at 120.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 110.89 to 129.11
Based on AVERAGE one-day move over last 12 quarters: 116.24 to 123.76
Based on MAXIMUM one-day move over last 12 Q’s (5.7%): 113.17 to 126.83
Based on UP max only (+4.4%): 125.28
Open to requests for other symbols.
T earnings analysis
#Earnings $T reports Monday morning. Below are details on earnings one-day moves over the last 12 quarters.
July 24, 2019 BO +3.58%
April 24, 2019 BO -4.08%
Jan. 30, 2019 BO -4.33%
Oct. 24, 2018 BO -8.05% Biggest DOWN
July 24, 2018 AC -4.51%
April 25, 2018 AC -5.96%
Jan. 31, 2018 AC +4.56%
Oct. 24, 2017 AC -3.93%
July 25, 2017 AC +4.99% Biggest UP
April 25, 2017 AC +1.25%
Jan. 25, 2017 AC +0.91%
Oct. 22, 2016 AC -1.68%
Avg (+ or -) 3.99%
Bias -1.44%, negative bias on earnings.
With stock at 37.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 35.39 to 38.61
Based on AVERAGE one-day move over last 12 quarters: 35.53 to 38.47
Based on MAXIMUM one-day move over last 12 Q’s (8.1%): 34.02 to 39.98
Based on UP max only (+5.0%): 38.85
Open to requests for other symbols.
#earnings #closing #assignment FFIV TWTR…
#earnings #closing #assignment FFIV TWTR MMM
FFIV sold double calendar for 1.00, bought Wednesday for .82
FFIV sold strangle for 2,07 on Wednesday, bought today for 1.34
MMM Wednesday bought double calendar for 1.02, sold today for 1.35
TWTR I will be assigned 100 shares at 38, sold an Oct. 25 straddle for 3.75. Rolling doesn’t bring anything, covered calls will help.
AMZN iron butterfly
#Earnings . Sold $AMZN Oct 25th 1745/1775/1805 #IronButterfly for 27.00. Risking 3.00 to make, hopefully a lot.
This is a classic play I’ve done probably a dozen times. It worked nicely in Q1, with a 20.00 profit. But often, it can be max loss, which tomorrow would be 3.00. Used to get these for closer to 28.00, but times have changed; probably the higher stock price to blame.
EW closed
#Earnings BTC $EW Oct25/Nov01 222.5p/225c #DoubleCalendar for 1.92 (avg price). Bought yesterday for 1.60.
#earnings #closing EW Sold #doublecalendar…
#earnings #closing EW
Sold #doublecalendar for 2.35, bought yesterday for 1.50
Thanks Jeff for the idea
VFC earnings analysis
#Earnings $VFC reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
July 24, 2019 BO +1.20%
May 22, 2019 BO -7.64%
Jan. 18, 2019 BO +12.39% Biggest UP
Oct. 19, 2018 BO -10.71%
July 20, 2018 BO +4.14%
May 4, 2018 BO -2.79%
Feb. 16, 2018 BO -11.07% Biggest DOWN
Oct. 23, 2017 BO +5.37%
July 24, 2017 BO +0.39%
April 28, 2017 BO -5.56%
Feb. 17, 2017 BO +4.58%
Oct. 24, 2016 BO -2.92%
Avg (+ or -) 5.73%
Bias -1.05%, negative bias on earnings.
With stock at 90.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 86.01 to 94.99
Based on AVERAGE one-day move over last 12 quarters: 85.31 to 95.69
Based on MAXIMUM one-day move over last 12 Q’s (12.4%): 79.29 to 101.71
Based on DOWN max only (-11.1%): 80.48
Open to requests for other symbols.
BUD DUB
#Earnings Bought $BUD Oct25/Nov01 92 #DoubleCalendar for .55.
BUD earnings analysis
#Earnings $BUD reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
July 25, 2019 BO +4.11%
May 7, 2019 BO -3.99%
Feb. 28, 2019 BO +4.60%
Oct. 25, 2018 BO -9.37% Biggest DOWN
July 26, 2018 BO -5.02%
May 9, 2018 BO -0.31%
March 1, 2018 BO +3.07%
Oct. 26, 2017 BO -0.94%
July 27, 2017 BO +6.16% Biggest UP
May 4, 2017 BO +5.68%
March 2, 2017 BO -3.72%
Oct. 28, 2016 BO -3.80%
Avg (+ or -) 4.23%
Bias -0.29%, slight negative bias on earnings.
With stock at 92.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 88.25 to 95.75
Based on AVERAGE one-day move over last 12 quarters: 88.11 to 95.89
Based on MAXIMUM one-day move over last 12 Q’s (9.4%): 83.38 to 100.62
Based on UP max only (+6.2%): 97.67
Open to requests for other symbols.
AMZN earnings analysis
#Earnings $AMZN reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 25, 2019 AC -1.55%
April 25, 2019 AC +2.54%
Jan. 31, 2019 AC -5.38%
Oct. 25, 2018 AC -7.81% Biggest DOWN
July 26, 2018 AC +0.51%
April 26, 2018 AC +3.60%
Feb. 1, 2018 AC +2.87%
Oct. 26, 2017 AC +13.21% Biggest UP
July 27, 2017 AC -2.48%
April 27, 2017 AC +0.71%
Feb. 2, 2017 AC -3.54%
Oct. 27, 2016 AC -5.13%
Avg (+ or -) 4.11%
Bias -0.20%, no significant bias on earnings.
With stock at 1,765.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1,697.56 to 1,832.44
Based on AVERAGE one-day move over last 12 quarters: 1,692.44 to 1,837.56
Based on MAXIMUM one-day move over last 12 Q’s (13.2%): 1,531.84 to 1,998.16
Based on DOWN max only (-7.8%): 1,627.15
Open to requests for other symbols.
SNAP shut
#Earnings . Sold to close $SNAP Oct 25th 14.5 puts for 1.60. #LongStraddle bought for 2.26. Small loss on this one, $SKZ looking bad.
FFIV closed
#Earnings Sold to close $FFIV Oct25/Nov01 139 #DoubleCalendar for .35. Bought yesterday for .79. I think you can get more, and if there’s a bigger pullback this could turn into profit. This was only a small position for me.
#earnings #closing XLNX Bought strangle…
#earnings TSLA Sold Nov. 15,…
#earnings TSLA MMM PYPL TWTR
TSLA Sold Nov. 15, 210/300 strangle for 3.92, outside the max moves of the last 12 quarters as always, thanks Jeff for the data.
MMM bought 167.50 #doublecalendar for 1.02
PYPL sold reverse jade lizard/iron condor +95p/-96 put/-99c/+105c, Nov. 15 for 2.03, stock at 96
TWTR sold Oct 25, 38 straddle/Dec. 20 34/42 strangle for 5.99, #tastytradefollow
I’m getting up early in the morning.
FFIV earnings analysis & trade
#Earnings $FFIV reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 24, 2019 AC -0.65%
April 24, 2019 AC -1.08%
Jan. 23, 2019 AC -2.22%
Oct. 24, 2018 AC +6.10%
July 25, 2018 AC +1.07%
April 25, 2018 AC +0.89%
Jan. 24, 2018 AC -5.05%
Oct. 25, 2017 AC +3.97%
July 26, 2017 AC -7.16%
April 26, 2017 AC -7.50%
Jan. 25, 2017 AC -8.25% Biggest DOWN
Oct. 26, 2016 AC +9.57% Biggest UP
Avg (+ or -) 4.46%
Bias -0.86%, negative bias on earnings.
With stock at 139.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 131.49 to 146.51
Based on AVERAGE one-day move over last 12 quarters: 132.80 to 145.20
Based on MAXIMUM one-day move over last 12 Q’s (9.6%): 125.70 to 152.30
Based on DOWN max only (-8.3%): 127.53
Open to requests for other symbols.
#earnings XLNX Sold Nov. 15,…
#earnings XLNX
Sold Nov. 15, 83/105 strangle for 2.25
Thanks for the data Jeff
WHR closed
#Earnings Sold to close $WHR Oct25/Nov01 160 #DoubleCalendar for 1.90. Bought yesterday for .77
#earnings FFIV Sold Nov. 15…
#earnings FFIV
Sold Nov. 15 125/150 strangle for 2.07
E dub dub cal
#Earnings Bought $EW Oct25/Nov01 222.5p/225c #DoubleCalendar for 1.60.
XLNX earnings analysis
#Earnings $XLNX reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 24, 2019 AC -3.44%
April 24, 2019 AC -17.07% Biggest DOWN
Jan. 23, 2019 AC +18.43% Biggest UP
Oct. 24, 2018 AC +15.00%
July 25, 2018 AC +9.59%
April 25, 2018 AC +1.69%
Jan. 24, 2018 AC -5.08%
Oct. 25, 2017 AC -0.12%
July 26, 2017 AC -2.26%
April 26, 2017 AC +7.35%
Jan. 25, 2017 AC -3.67%
Oct. 19, 2016 AC +0.96%
Avg (+ or -) 7.06%
Bias 1.78%, positive bias on earnings.
With stock at 95.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 87.54 to 102.46
Based on AVERAGE one-day move over last 12 quarters: 88.30 to 101.70
Based on MAXIMUM one-day move over last 12 Q’s (18.4%): 77.49 to 112.51
Based on UP max only (-17.1%): 78.78
Open to requests for other symbols.
ALGN earnings analysis
#Earnings $ALGN reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 24, 2019 AC -26.98% Biggest DOWN
April 24, 2019 AC -0.11%
Jan. 29, 2019 AC +4.86%
Oct. 24, 2018 AC -20.20%
July 25, 2018 AC -4.91%
April 25, 2018 AC +5.80%
Jan. 30, 2018 AC -2.99%
Oct. 26, 2017 AC +16.23% Biggest UP
July 27, 2017 AC +10.04%
April 27, 2017 AC +12.09%
Jan. 31, 2017 AC +6.06%
Nov. 7, 2016 AC +1.05%
Avg (+ or -) 9.28%
Bias 0.08%, no significant bias on earnings.
With stock at 215.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 190.68 to 239.32
Based on AVERAGE one-day move over last 12 quarters: 195.06 to 234.94
Based on MAXIMUM one-day move over last 12 Q’s (27.0%): 156.99 to 273.01
Based on UP max only (+16.2%): 249.89
Open to requests for other symbols.
EW earnings analysis
#Earnings $EW reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 23, 2019 AC +9.93%
April 23, 2019 AC -1.79%
Jan. 31, 2019 AC -1.00%
Oct. 23, 2018 AC -5.35%
July 26, 2018 AC -8.50%
April 24, 2018 AC -3.82%
Feb. 1, 2018 AC +3.81%
Oct. 24, 2017 AC -9.55%
July 26, 2017 AC +0.64%
April 25, 2017 AC +10.49% Biggest UP
Feb. 1, 2017 AC -8.45%
Oct. 25, 2016 AC -17.09% Biggest DOWN
Avg (+ or -) 6.70%
Bias -2.56%, negative bias on earnings.
With stock at 225.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 211.82 to 238.18
Based on AVERAGE one-day move over last 12 quarters: 209.92 to 240.08
Based on MAXIMUM one-day move over last 12 Q’s (17.1%): 186.55 to 263.45
Based on UP max only (+10.5%): 248.60
Open to requests for other symbols.
TSLA earnings analysis
#Earnings $TSLA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 24, 2019 AC -13.61% Biggest DOWN
April 24, 2019 AC -4.26%
Jan. 30, 2019 AC -0.56%
Oct. 24, 2018 AC +9.13%
Aug. 1, 2018 AC +16.18% Biggest UP
May 2, 2018 AC -5.54%
Feb. 7, 2018 AC -8.62%
Nov. 1, 2017 AC -6.79%
Aug. 2, 2017 AC +6.50%
May 3, 2017 AC -5.00%
Feb. 22, 2017 AC -6.40%
Oct. 26, 2016 AC +0.87%
Avg (+ or -) 6.96%
Bias -1.51%, negative bias on earnings.
With stock at 252.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 232.19 to 272.81
Based on AVERAGE one-day move over last 12 quarters: 234.94 to 270.06
Based on MAXIMUM one-day move over last 12 Q’s (16.2%): 211.65 to 293.35
Based on DOWN max only (-13.6%): 218.13
Open to requests for other symbols.
#earnings #closing WHR Yesterday sold…
#earnings IRBT Sold a Nov….
#earnings IRBT WHR
IRBT Sold a Nov. 15, 40/70 strangle for 1.42.
WHR Sold a Nov. 15 140/175 strangle for 2.31
Thanks for the data Jeff
#shortstrangles
WHR earnings analysis
#Earnings $WHR reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 22, 2019 BO +0.10%
April 22, 2019 AC +0.40%
Jan. 28, 2019 AC +9.66% Biggest UP
Oct. 24, 2018 AC +6.78%
July 23, 2018 AC -14.52% Biggest DOWN
April 23, 2018 AC +3.75%
Jan. 24, 2018 AC +2.30%
Oct. 23, 2017 AC -10.54%
July 26, 2017 AC -6.28%
April 25, 2017 BO +3.51%
Jan. 26, 2017 BO -8.54%
Oct. 25, 2016 BO -10.77%
Avg (+ or -) 6.43%
Bias -2.01%, negative bias on earnings.
With stock at 161.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 151.16 to 170.84
Based on AVERAGE one-day move over last 12 quarters: 149.71 to 170.29
Based on MAXIMUM one-day move over last 12 Q’s (14.5%): 136.77 to 183.23
Based on UP max only (+9.7%): 175.46
Open to requests for other symbols.
SNAP earnings analysis
#Earnings $SNAP reports tonight. Below are details on earnings one-day moves over its entire history (10 quarters).
July 23, 2019 AC +18.74%
April 23, 2019 AC -6.08%
Feb. 5, 2019 AC +22.01%
Oct. 25, 2018 AC -10.15%
Aug. 7, 2018 AC -6.78%
May 1, 2018 AC -21.93% Biggest DOWN
Feb. 6, 2018 AC +47.58% Biggest UP
Nov. 7, 2017 AC -14.61%
Aug. 10, 2017 AC -14.08%
May 10, 2017 AC -21.45%
Avg (+ or -) 18.34%
Bias -0.68%, tiny negative bias on earnings.
With stock at 14.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 12.16 to 16.84
Based on AVERAGE one-day move over last 12 quarters: 11.84 to 17.16
Based on MAXIMUM one-day move over last 12 Q’s (47.6%): 7.60 to 21.40
Based on DOWN max only (-21.9%): 11.32
Open to requests for other symbols.
IRBT earnings analysis
#Earnings $IRBT reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 23, 2019 AC -16.86%
April 23, 2019 AC -23.09%
Feb. 6, 2019 AC +9.63%
Oct. 23, 2018 AC -12.33%
July 24, 2018 AC +16.99%
April 24, 2018 AC -3.41%
Feb. 7, 2018 AC -32.07% Biggest DOWN
Oct. 24, 2017 AC -13.48%
July 25, 2017 AC +21.14% Biggest UP
April 25, 2017 AC +15.73%
Feb. 8, 2017 AC -12.93%
Oct. 25, 2016 AC +11.35%
Avg (+ or -) 15.75%
Bias -3.28%%, negative bias on earnings.
With stock at 55.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 46.28 to 63.72
Based on AVERAGE one-day move over last 12 quarters: 46.34 to 63.66
Based on MAXIMUM one-day move over last 12 Q’s (32.1%): 37.36 to 72.64
Based on UP max only (+21.1%): 66.63
Open to requests for other symbols.
SKX earnings analysis
#Earnings $SKX reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 18, 2019 AC +11.96%
April 18, 2019 BO -10.43%
Feb. 7, 2019 AC +15.19%
Oct. 18, 2018 AC +13.78%
July 19, 2018 AC -20.99%
April 19, 2018 AC -27.04% Biggest DOWN
Feb. 8, 2018 AC +7.54%
Oct. 19, 2017 AC +41.44% Biggest UP
July 20, 2017 AC +0.67%
April 20, 2017 AC -2.56%
Feb. 9, 2017 AC +19.32%
Oct. 20, 2016 AC -17.26%
Avg (+ or -) 15.68%
Bias 2.64%, positive bias on earnings.
With stock at 37.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 33.26 to 41.74
Based on AVERAGE one-day move over last 12 quarters: 31.74 to 43.54
Based on MAXIMUM one-day move over last 12 Q’s (41.4%): 22.04 to 53.24
Based on DOWN max only (-27.0%): 27.46
Open to requests for other symbols.
CMG earnings analysis
#Earnings $BIIB reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 23, 2019 AC +5.18%
April 24, 2019 AC -4.46%
Feb. 6, 2019 AC +11.35%
Oct. 25, 2018 AC +3.42%
July 26, 2018 AC +5.71%
April 25, 2018 AC +24.44% Biggest UP
Feb. 6, 2018 AC -10.55%
Oct. 24, 2017 AC -14.58% Biggest DOWN
July 25, 2017 AC -2.30%
April 25, 2017 AC +2.38%
Feb. 2, 2017 AC -4.54%
Oct. 25, 2016 AC -9.28%
Avg (+ or -) 8.18%
Bias 0.56%, slight positive bias on earnings.
With stock at 850.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 792.17 to 907.83
Based on AVERAGE one-day move over last 12 quarters: 780.45 to 919.55
Based on MAXIMUM one-day move over last 12 Q’s (24.4%): 642.26 to 1,057.74
Based on DOWN max only (-14.6%): 726.07
Open to requests for other symbols.
BIIB earnings analysis and trade
#Earnings $BIIB reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
July 23, 2019 BO +4.90% Biggest UP
April 24, 2019 BO -2.52%
Jan. 29, 2019 BO +1.35%
Oct. 23, 2018 BO +0.19%
July 24, 2018 BO +4.10%
April 24, 2018 BO +1.09%
Jan. 25, 2018 BO +2.08%
Oct. 24, 2017 BO -3.90% Biggest DOWN
July 25, 2017 BO -0.61%
April 25, 2017 BO +3.62%
Jan. 26, 2017 BO +2.06%
Oct. 26, 2016 AC -1.87%
Avg (+ or -) 2.36%
Bias 0.87%, positive bias on earnings.
With stock at 225.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 212.84 to 237.16
Based on AVERAGE one-day move over last 12 quarters: 219.70 to 230.30
Based on MAXIMUM one-day move over last 12 Q’s (4.9%): 213.98 to 236.03
Based on DOWN max only (-3.9%): 216.23
Open to requests for other symbols.
There’s no high in TEAM
#Earnings Sold to close $TEAM Oct18/Oct25 122 #DoubleCalendar for 1.60. Bought yesterday for 1.34
The time to close this was at the open…. it unfortunately dropped most of the day, but then came back enough to give us a small profit.
ISRG Earnings
#JadeLizards #Earnings – Well that didn’t go how I wanted but no harm no foul. Letting it go out exercised (for free!!) and a 25 dollar profit.
Original trade:
Sold ISRG OCT 18 2019 460.0/505.0/530.0/535.0 Jade Lizard @ 5.25
HON closed
#Earnings Sold to close $HON Oct18/Oct25 165 #DoubleCalendar for .96. Bought yesterday for .86, so I basically covered commissions. Now it has pulled back and better profit is available. But that’s three calendars in one day… one breakeven, one 50% winner, one double+.
#earnings #closing FDX Sept. 17…
ISRG Earnings
#Earnings #JadeLizards – Going back into this one with the lizard and adding a protective put in case it pulls an “ULTA”. Need a down move anywhere inside the expected move with no upside risk.
Sold ISRG OCT 18 2019 460.0/505.0/530.0/535.0 Jade Lizard @ 5.25
MAN earnings analysis
#Earnings $MAN reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
July 19, 2019 BO +0.03%
April 18, 2019 BO +11.60% Biggest UP
Jan. 31, 2019 BO +3.95%
Oct. 19, 2018 BO -3.77%
July 20, 2018 BO +0.52%
April 20, 2018 BO -14.48% Biggest DOWN
Feb. 2, 2018 BO -7.35%
Oct. 20, 2017 BO +0.04%
July 24, 2017 BO -8.96%
April 21, 2017 BO -2.89%
Jan. 31, 2017 BO +0.84%
Oct. 21, 2016 BO +9.71%
Avg (+ or -) 5.35%
Bias -0.90%, negative bias on earnings.
With stock at 85.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 80.84 to 90.16
Based on AVERAGE one-day move over last 12 quarters: 80.93 to 90.07
Based on MAXIMUM one-day move over last 12 Q’s (14.5%): 73.12 to 97.88
Based on UP max only (+11.6%): 95.42
Open to requests for other symbols.
TEAM earnings analysis
#Earnings $TEAM reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 25, 2019 AC +8.57%
April 17, 2019 AC -8.31%
Jan. 17, 2019 AC -2.42%
Oct. 18, 2018 AC -14.29% Biggest DOWN
July 26, 2018 AC +10.48%
April 19, 2018 AC -6.53%
Jan. 18, 2018 AC -4.55%
Oct. 19, 2017 AC +24.64% Biggest UP
July 27, 2017 AC -2.18%
April 27, 2017 AC +3.01%
Jan. 19, 2017 AC +2.22%
Oct. 27, 2016 AC -3.92%
Avg (+ or -) 7.59%
Bias 0.56%, slight positive bias on earnings.
With stock at 122.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 112.00 to 132.00
Based on AVERAGE one-day move over last 12 quarters: 112.74 to 131.26
Based on MAXIMUM one-day move over last 12 Q’s (24.6%): 91.94 to 152.06
Based on DOWN max only (-14.3%): 104.57
Open to requests for other symbols.
URI closed
#Earnings . Sold to close $URI Oct18/Oct25 122p/123p #DoubleCalendar for 1.55. Possible to get over 2.00 now. Bought yesterday for .97 – 1.05.
#earnings #closing URI HON URI…
#earnings #closing URI HON
URI #shortstrangles Sold Nov. 15, 105/140 for 2.08, bought today for 1.00
URI #doublecalendar Following Jeff-bought double calendar for 1.00, sold today for 1.62
HON #doublecalendar Following Jeff-bought double calendar for .89, sold today for 1.21
Thank you Jeff for the data and trade ideas
NFLX dub cal closed
#Earnings Sold to close $NFLX Oct18/Oct25 285 #DoubleCalendar for 3.00. Bought yesterday for 1.37. You will be able to get more if price continued to drop toward the strike.
ISRG earnings analysis
#Earnings $ISRG reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 18, 2019 AC -1.45%
April 18, 2019 AC -7.00% Biggest DOWN
Jan. 24, 2019 AC -3.93%
Oct. 18, 2018 AC -3.45%
July 19, 2018 AC -0.86%
April 17, 2018 AC +8.17% Biggest UP
Jan. 25, 2018 AC -2.12%
Oct. 19, 2017 AC +3.39%
July 20, 2017 AC -4.55%
April 18, 2017 AC +6.36%
Jan. 24, 2017 AC +5.09%
Oct. 18, 2016 AC -5.56%
Avg (+ or -) 4.33%
Bias -0.49%, slight negative bias on earnings.
With stock at 535.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 512.55 to 557.45
Based on AVERAGE one-day move over last 12 quarters: 511.85 to 558.15
Based on MAXIMUM one-day move over last 12 Q’s (8.2%): 491.29 to 578.71
Based on DOWN max only (-7.0%): 497.55
Open to requests for other symbols.
#earnings #closing NFLX Yesterday sold…
#earnings NFLX #tastytradefollow #callbutterfly Sold…
#earnings NFLX
#tastytradefollow #callbutterfly
Sold Oct. 18, 300/310/310/325 for 1.25
HON earnings analysis
#Earnings $HON reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
July 18, 2019 BO +3.11%
April 18, 2019 BO +3.78% Biggest UP (tie)
Feb. 1, 2019 BO +0.75%
Oct. 19, 2018 BO -1.10% Biggest DOWN (also the ONLY down)
July 20, 2018 BO +3.78% Biggest UP (tie)
April 20, 2018 BO +1.64%
Jan. 26, 2018 BO +1.94%
Oct. 20, 2017 BO +1.20%
July 21, 2017 BO +1.03%
April 21, 2017 BO +2.67%
Jan. 27, 2017 BO +0.38%
Oct. 21, 2016 BO +0.75%
Avg (+ or -) 1.84%
Bias 1.66%, strong positive bias on earnings.
With stock at 164.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 158.36 to 169.64
Based on AVERAGE one-day move over last 12 quarters: 160.98 to 167.02
Based on MAXIMUM one-day move over last 12 Q’s (3.8%): 157.80 to 170.20
Based on DOWN max only (-1.1%): 162.20
Open to requests for other symbols.
#earnings URI Sold Nov. 15,…
#earnings URI
Sold Nov. 15, 105/140 strangle for 2.08.
Thanks Jeff
URI dub cal
#Earnings Bought to Open $URI Oct18/Oct25 122p/123c #DoubleCalendar for 1.00. Not filled on all yet. Got one for .97 on TOS.
URI earnings analysis
#Earnings $URI reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 17, 2019 AC -7.89%
April 17, 2019 AC +8.14%
Jan. 23, 2019 AC +6.29%
Oct. 17, 2018 AC -15.03% Biggest DOWN
July 18, 2018 AC +1.07%
April 18, 2018 AC -6.54%
Jan. 24, 2018 AC -1.94%
Oct. 18, 2017 AC +0.05%
July 19, 2017 AC +3.23%
April 19, 2017 AC -5.19%
Jan. 25, 2017 AC +11.20% Biggest UP
Oct. 19, 2016 AC +4.69%
Avg (+ or -) 5.94%
Bias -0.16%, no signoficant bias on earnings.
With stock at 123.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 114.43 to 131.57
Based on AVERAGE one-day move over last 12 quarters: 115.70 to 130.30
Based on MAXIMUM one-day move over last 12 Q’s (15.0%): 104.51 to 141.49
Based on UP max only (+11.2%): 136.78
Open to requests for other symbols.
SHOP
#CoveredCalls – Rolling into #Earnings week…
Rolled SHOP OCT 18 2019 297.5 Call to NOV 01 2019 302.5 Call @ .70 credit
IBM earnings analysis
#Earnings $IBM reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 17, 2019 AC +4.58%
April 16, 2019 AC -4.15%
Jan. 22, 2019 AC +8.46%
Oct. 16, 2018 AC -7.62% Biggest DOWN
July 18, 2018 AC +3.26%
April 17, 2018 AC -7.53%
Jan. 18, 2018 AC -3.99%
Oct. 17, 2017 AC +8.86% Biggest UP
July 18, 2017 AC -4.20%
April 18, 2017 AC -4.91%
Jan. 19, 2017 AC +2.24%
Oct. 17, 2016 AC -2.61%
Avg (+ or -) 5.20%
Bias -0.63%, slight negative bias on earnings.
With stock at 142.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 135.06 to 148.94
Based on AVERAGE one-day move over last 12 quarters: 134.61 to 149.39
Based on MAXIMUM one-day move over last 12 Q’s (8.9%): 129.42 to 154.58
Based on DOWN max only (-7.6%): 131.18
Open to requests for other symbols.
#earnings #closing GS UAL GS…
NFLX dub cal
#Earnings Bought to open $NFLX Oct18/Oct25 285 #DoubleCalendar for 1.37. This stock has typically been too volatile after earnings to be appropriate for this strategy. But two things: NFLX post-earnings moves have quieted in the last couple years, and the Dub-Cals perform well with higher priced stocks.
NFLX earnings analysis
#Earnings $NFLX reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 17, 2019 AC -10.27% Biggest DOWN
April 16, 2019 AC -1.31%
Jan. 17, 2019 AC -3.98%
Oct. 16, 2018 AC +5.28%
July 16, 2018 AC -5.24%
April 16, 2018 AC +9.18%
Jan. 22, 2018 AC +9.97%
Oct. 16, 2017 AC -1.57%
July 17, 2017 AC +13.54%
April 17, 2017 AC -2.64%
Jan. 18, 2017 AC +3.86%
Oct. 17, 2016 AC +19.02% Biggest UP
Avg (+ or -) 7.16%
Bias 2.99%, positive bias on earnings.
With stock at 285.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 257.13 to 312.87
Based on AVERAGE one-day move over last 12 quarters: 264.61 to 305.39
Based on MAXIMUM one-day move over last 12 Q’s (19.0%): 230.79 to 339.21
Based on DOWN max only (-10.3%): 255.73
Open to requests for other symbols.
UAL earnings analysis
#Earnings $UAL reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 16, 2019 AC +0.91%
April 16, 2019 AC +4.77%
Jan. 15, 2019 AC +6.35%
Oct. 16, 2018 AC +5.95%
July 17, 2018 AC +8.78% Biggest UP
April 17, 2018 AC +4.81%
Jan. 23, 2018 AC -11.44%
Oct. 18, 2017 AC -12.07% Biggest DOWN
July 18, 2017 AC -5.90%
April 17, 2017 AC -4.26%
Jan. 17, 2017 AC +0.35%
Oct. 17, 2016 BO -0.31%
Avg (+ or -) 5.49%
Bias -0.17%, no significant bias on earnings.
With stock at 87.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 83.43 to 91.57
Based on AVERAGE one-day move over last 12 quarters: 82.69 to 92.31
Based on MAXIMUM one-day move over last 12 Q’s (12.1%): 76.94 to 98.06
Based on UP max only (+8.8%): 95.18
Open to requests for other symbols.
#earnings #jadelizard GS Jade lizard…
#earnings #jadelizard GS
Jade lizard with downside protection. Sold Nov. 15, 195 short put/205 short call/210 long call for 5.01. Bought Oct. 15, 195 put for .70.
Thanks for the data Jeff
GS earnings analysis
#Earnings $GS reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
July 16, 2019 BO +1.86%
April 15, 2019 BO -3.81%
Jan. 16, 2019 BO +9.54% Biggest UP
Oct. 16, 2018 BO +3.01%
July 17, 2018 BO -0.18%
April 17, 2018 BO -1.64%
Jan. 17, 2018 BO -1.86%
Oct. 17, 2017 BO -2.60%
July 18, 2017 BO -2.59%
April 18, 2017 BO -4.71% Biggest DOWN
Jan. 18, 2017 BO -0.61%
Oct. 18, 2016 BO +2.14%
Avg (+ or -) 2.88%
Bias -0.12%, no significant bias on earnings.
With stock at 205.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 198.11 to 211.89
Based on AVERAGE one-day move over last 12 quarters: 199.10 to 210.90
Based on MAXIMUM one-day move over last 12 Q’s (9.5%): 185.44 to 224.56
Based on DOWN max only (-4.7%): 195.34
I’m getting on a plane so won’t be able to do any others today; back tomorrow. Happy trading!
Options Bistro 